Ordinary Rebalance | Solactive MBS USD Index | Effective Date 3rd February 2025
As part of the ordinary rebalancing of the index, the composition of the Solactive MBS USD Index (DE000SL0AYE6) was reviewed on Tuesday, 21 January 2025 (Selection Date). The following changes to the index composition will become effective as of Monday, 3 February 2025 (Effective Date).
Addition(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GNMA II | 5.0 | 20 Jan 2055 |
| GNMA II | 6.0 | 20 Jan 2055 |
| FHLMC | 2.0 | 1 Oct 2051 |
| FNMA | 3.0 | 1 Feb 2055 |
| FNMA | 3.0 | 1 Feb 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.0 | 1 Jan 2055 |
| GNMA II | 4.5 | 20 Jan 2055 |
| FHLMC | 5.5 | 1 Feb 2055 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 1 Jan 2055 |
| FNMA | 3.5 | 1 Mar 2049 |
| FHLMC | 6.0 | 1 Jan 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 1 Jan 2055 |
| GNMA II | 5.5 | 20 Jan 2055 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 1 Jan 2055 |
| FNMA | 6.0 | 1 Dec 2054 |
| FNMA | 5.0 | 1 Oct 2052 |
| FNMA | 2.5 | 1 Feb 2055 |
| FHLMC | 6.0 | 1 Feb 2055 |
| FNMA | 3.0 | 1 Jul 2045 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.0 | 1 Jan 2055 |
Deletion(s)
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FHLMC | 3.0 | 1 Jul 2052 |
| FHLMC | 1.5 | 1 Apr 2041 |
| FHLMC | 6.5 | 1 Nov 2053 |
| GNMA II | 6.5 | 20 Apr 2054 |
| FHLMC | 1.5 | 1 Jun 2036 |
| FHLMC | 5.5 | 1 Dec 2052 |
| FHLMC | 2.0 | 1 Sep 2035 |
| FNMA | 2.0 | 1 Oct 2040 |
| FHLMC | 5.5 | 1 May 2054 |
| FHLMC | 2.5 | 1 Apr 2051 |
| FNMA | 2.5 | 1 Aug 2035 |
| FHLMC | 1.5 | 1 Jun 2051 |
| FHLMC | 2.0 | 1 Jul 2041 |
| FHLMC | 7.0 | 1 Jan 2054 |
| FHLMC | 3.5 | 1 Jul 2052 |
| FNMA | 3.5 | 1 Jul 2045 |
| FNMA | 3.1 | 1 Jan 2026 |
For more details on the index composition and the rebalancing rules applicable to an index, please refer to the respective index detail page on this website.